Balance training represents a critical part of the rehabilitation process of individuals living with multiple sclerosis (MS) since impaired postural control is a distinctive symptom of the disease. In recent years, the use of the Nintendo Wii system has become widespread among rehabilitation specialists for this purpose, but few studies have verified the effectiveness of such an approach using quantitative measures of balance. In this study, we analyzed the postural sway features of a cohort of twenty-seven individuals with MS before and after 5 weeks of unsupervised home-based balance training with the Wii system. Center of pressure (COP) time-series were recorded using a pressure platform and processed to calculate sway area, COP path length, displacements, and velocities in mediolateral (ML) and anteroposterior (AP) directions. Although the results show a significant reduction in sway area, COP displacements, and velocity, such improvements are essentially restricted to the ML direction, as the Wii platform appears to properly stimulate the postural control system in the frontal plane but not in the sagittal one. Available Wii games, although somewhat beneficial, appear not fully suitable for rehabilitation in MS owing to scarce flexibility and adaptability to MS needs and thus specific software should be developed.